NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2.217 |
2.196 |
-0.021 |
-0.9% |
2.322 |
| High |
2.238 |
2.210 |
-0.028 |
-1.3% |
2.393 |
| Low |
2.176 |
2.163 |
-0.013 |
-0.6% |
2.250 |
| Close |
2.208 |
2.191 |
-0.017 |
-0.8% |
2.269 |
| Range |
0.062 |
0.047 |
-0.015 |
-24.2% |
0.143 |
| ATR |
0.101 |
0.098 |
-0.004 |
-3.8% |
0.000 |
| Volume |
57,689 |
11,253 |
-46,436 |
-80.5% |
500,448 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.329 |
2.307 |
2.217 |
|
| R3 |
2.282 |
2.260 |
2.204 |
|
| R2 |
2.235 |
2.235 |
2.200 |
|
| R1 |
2.213 |
2.213 |
2.195 |
2.201 |
| PP |
2.188 |
2.188 |
2.188 |
2.182 |
| S1 |
2.166 |
2.166 |
2.187 |
2.154 |
| S2 |
2.141 |
2.141 |
2.182 |
|
| S3 |
2.094 |
2.119 |
2.178 |
|
| S4 |
2.047 |
2.072 |
2.165 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.733 |
2.644 |
2.348 |
|
| R3 |
2.590 |
2.501 |
2.308 |
|
| R2 |
2.447 |
2.447 |
2.295 |
|
| R1 |
2.358 |
2.358 |
2.282 |
2.331 |
| PP |
2.304 |
2.304 |
2.304 |
2.291 |
| S1 |
2.215 |
2.215 |
2.256 |
2.188 |
| S2 |
2.161 |
2.161 |
2.243 |
|
| S3 |
2.018 |
2.072 |
2.230 |
|
| S4 |
1.875 |
1.929 |
2.190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.380 |
2.163 |
0.217 |
9.9% |
0.082 |
3.7% |
13% |
False |
True |
69,669 |
| 10 |
2.393 |
2.163 |
0.230 |
10.5% |
0.085 |
3.9% |
12% |
False |
True |
86,192 |
| 20 |
2.597 |
2.163 |
0.434 |
19.8% |
0.085 |
3.9% |
6% |
False |
True |
96,593 |
| 40 |
2.862 |
2.163 |
0.699 |
31.9% |
0.108 |
4.9% |
4% |
False |
True |
95,119 |
| 60 |
3.210 |
2.163 |
1.047 |
47.8% |
0.123 |
5.6% |
3% |
False |
True |
84,214 |
| 80 |
3.712 |
2.163 |
1.549 |
70.7% |
0.113 |
5.2% |
2% |
False |
True |
70,474 |
| 100 |
3.947 |
2.163 |
1.784 |
81.4% |
0.111 |
5.1% |
2% |
False |
True |
60,654 |
| 120 |
4.092 |
2.163 |
1.929 |
88.0% |
0.109 |
5.0% |
1% |
False |
True |
53,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.410 |
|
2.618 |
2.333 |
|
1.618 |
2.286 |
|
1.000 |
2.257 |
|
0.618 |
2.239 |
|
HIGH |
2.210 |
|
0.618 |
2.192 |
|
0.500 |
2.187 |
|
0.382 |
2.181 |
|
LOW |
2.163 |
|
0.618 |
2.134 |
|
1.000 |
2.116 |
|
1.618 |
2.087 |
|
2.618 |
2.040 |
|
4.250 |
1.963 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.190 |
2.241 |
| PP |
2.188 |
2.224 |
| S1 |
2.187 |
2.208 |
|